Anic Equity¶

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Total return since start: 0.608 %¶

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Equity now: -----------------------------> 49117.68 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45056.14 Kr¶

PnL: ---------------------------------------> 0.14 Kr¶

DD now: ---------------------------------> -7.535 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 15:53:09.752642'

Anic Portfolio¶

Today¶

Return: -1.209 %¶

This Week¶

Return: -0.376 %¶

Total portfolio value¶

Return including deposits: 60.799 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.290000 1662.840000 193.840000 13.200000 1468.999998
Orrön Energy 180 -1.840000 2161.800000 118.800000 5.810000 2043.000000
Atrium Ljungberg B 5 -0.200000 993.000000 58.000000 6.200000 935.000000
Sagax B 4 0.400000 900.800000 46.800000 5.480000 854.000000
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Hoist Finance 35 -0.170000 1015.000000 35.000000 3.570000 980.000000
Catena 2 -1.430000 826.800000 34.800000 4.390000 792.000000
Hexatronic Group 12 -0.650000 995.280000 28.280000 2.920000 966.999996
JM 6 -1.460000 889.200000 25.200000 2.920000 864.000000
Platzer Fastigheter Holding B 12 -3.530000 984.000000 23.000000 2.390000 960.999996
OX2 13 0.950000 963.950000 13.950000 1.470000 949.999999
Biotage 7 -0.440000 953.400000 12.400000 1.320000 940.999997
Bilia A 8 -0.790000 908.800000 8.800000 0.980000 900.000000
HEXPOL B 9 0.090000 1028.700000 7.700000 0.750000 1020.999996
Gränges 9 -0.860000 934.200000 6.200000 0.670000 927.999999
BioGaia B 8 -1.850000 932.800000 2.800000 0.300000 930.000000
VEF 909 -2.950000 1852.540000 2.540000 0.140000 1850.000436
Sedana Medical 93 -5.310000 2520.300000 -0.700000 -0.030000 2521.000011
AcadeMedia 8 -1.650000 399.680000 -2.320000 -0.580000 402.000000
Byggmax Group 33 -2.580000 948.420000 -7.580000 -0.790000 956.000001
Clas Ohlson B 12 -2.130000 963.000000 -10.000000 -1.030000 972.999996
ASSA ABLOY B 3 -1.460000 768.300000 -10.700000 -1.370000 779.000001
EQT 4 -2.100000 818.800000 -13.200000 -1.590000 832.000000
Alimak Group 11 -0.960000 909.700000 -18.300000 -1.970000 927.999996
Addnode Group B 11 0.060000 902.550000 -18.450000 -2.000000 921.000003
Creaspac SPAC 39 -0.110000 3693.300000 -24.700000 -0.660000 3717.999987
Nordic Waterproofing Holding 7 -1.170000 942.200000 -24.800000 -2.560000 966.999999
SKF B 5 -1.140000 907.750000 -32.250000 -3.430000 940.000000
Indutrade 5 -0.970000 1178.500000 -39.500000 -3.240000 1218.000000
Latour B 4 -0.440000 812.400000 -44.600000 -5.200000 857.000000
INVISIO 16 0.440000 3632.000000 -57.000000 -1.550000 3689.000000
Vitec Software Group B 2 -3.310000 1024.000000 -63.000000 -5.800000 1087.000000
Bufab 3 -0.570000 1044.600000 -64.400000 -5.810000 1109.000001
BHG Group 97 -1.760000 1357.030000 -101.970000 -6.990000 1458.999989
Hexagon B 26 -2.880000 3334.500000 -126.500000 -3.660000 3461.000010
TOTAL 45056.140000 0.140000 -7.5351% 45056.000411

Updated:¶

'2023-07-05 15:53:27.306723'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶